AbbVie Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.59% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3331 | 10.11 | |
| 0.0929 | 8.10 | |
| 0.7830 | 55.85 | |
| 0.0143 | 0.68 |
Estimation Period:
Dec 10, 2012 to Feb 6, 2026
Dec 10, 2012 to Feb 6, 2026
News Impact Curve
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